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usTOKYO: US Treasury prices were steady in Asia on Wednesday ahead of key events in Europe later this week that could help determine the course of the euro zone plan to contain its debt crisis.

The yield on 10-year notes stood at 2.089 percent, compared to 2.090 percent in late US trade.

At its policy meeting on Thursday, the European Central Bank is expected to cut interest rates and offer ultra-long liquidity operations to support banks.

European leaders will hold a special summit on Thursday and Friday to discuss tighter oversight of euro zone fiscal policy and ways of resolving the euro area's debt crisis, which could include boosting the firepower of a rescue fund.

"Europe is the focus now. Ahead of the ECB meeting and European summit, we don't expect to see much movement in prices or yields," said a trader at a European bank in Tokyo.

On Tuesday, Standard & Poor's said it was considering stripping the AAA rating of the European Financial Stability Facility, the region's bailout fund, if the majority of the 17-member euro zone block were downgraded. It also warned on Monday that it may downgrade the ratings of 15 euro zone countries including top-rated France and Germany.

Banks' nervousness to lend to one another could be seen in the spread between three-month dollar Libor rates and overnight indexed swap rates , which on Tuesday widened to about 46 basis points, marking the largest gap between the two since early May, 2009.

In another sign of investor caution, the United States attracted record demand for four-week T-bills at Tuesday's $35 billion auction.

Some analysts see the bid for short-dated Treasuries as likely to increase if fears over the possible downgrades in Europe lead investors away from some top-rated European paper in favour of US debt.

Copyright Reuters, 2011

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